How to Calculate Systemic Risk Surcharges

Viral V. Acharya, Lasse Heje Pedersen, Thomas Philippon, Matthew Richardson

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Original languageEnglish
Title of host publicationQuantifying Systemic Risk
EditorsJoseph G. Haubrich , Andrew W. Lo
Place of PublicationChicago
PublisherUniversity of Chicago Press
Publication date2013
Pages175-212
Chapter5
ISBN (Print)9780226319285
ISBN (Electronic)9780226921969
Publication statusPublished - 2013
EventQuantifying Systemic Risk: NBER Research Conference - Cambridge, Massachusetts , United States
Duration: 6 Nov 20096 Nov 2009

Conference

ConferenceQuantifying Systemic Risk
CountryUnited States
CityCambridge, Massachusetts
Period06/11/200906/11/2009
SeriesNational Bureau of Economic Research Conference Report

Cite this

Acharya, V. V., Heje Pedersen, L., Philippon, T., & Richardson, M. (2013). How to Calculate Systemic Risk Surcharges. In J. G. Haubrich , & A. W. Lo (Eds.), Quantifying Systemic Risk (pp. 175-212). University of Chicago Press. National Bureau of Economic Research Conference Report http://libsearch.cbs.dk/primo_library/libweb/action/dlDisplay.do?docId=CBS01000612819&vid=CBS&afterPDS=true